1. USO DE LA DISTRIBUCIÓN LÉVY PARA AJUSTAR DATOS CON MARCADA ASIMETRÍA Y VALORES EXTREMOS.
- Author
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Martínez Naranjo, Jessica Lizeth, Alvear Rodríguez, Carlos Armando, and Tovar Cueva, José Rafael
- Subjects
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STATISTICS , *BAYESIAN analysis , *STATISTICAL decision making , *BAYES' estimation , *ESTIMATION theory - Abstract
In order to propose a statistical methodology that allows to model asymmetric data using the Lévy distribution, a simulation study is presented under nine different scenarios to evaluate the estimation of the parameters of the distribution in the two approaches of statistics (Classical and Bayesian). The probability distributions Log-Normal, Lévy and Lévy Standard were considered to model the behavior of two real data sets with positive asymmetry, finding that the Lévy distribution fitted well to the proposed data set, therefore the Lévy distribution can be considered as a candidate to adjust asymmetric data with the presence of extreme values. [ABSTRACT FROM AUTHOR]
- Published
- 2020